MCMCpack (Q59106)
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Markov Chain Monte Carlo (MCMC) Package
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MCMCpack |
Markov Chain Monte Carlo (MCMC) Package |
Statements
18 January 2024
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Contains functions to perform Bayesian inference using posterior simulation for a number of statistical models. Most simulation is done in compiled C++ written in the Scythe Statistical Library Version 1.0.3. All models return 'coda' mcmc objects that can then be summarized using the 'coda' package. Some useful utility functions such as density functions,pseudo-random number generators for statistical distributions, a general purpose Metropolis sampling algorithm, and tools for visualization are provided.
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